/*
 Copyright (C) 2008 Srinivas Hasti

 This source code is release under the BSD License.
 
 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <jquant-devel@lists.sourceforge.net>. The license is also available online at
 <http://www.jquantlib.org/index.php/LICENSE.TXT>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 
 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */
package org.option.methods.finitedifferences;

/**
 * The objects passed into Pde classes
 * must implement the methods defined by this.
 * 
 * @author Srinivas Hasti
 * 
 */
public interface Pde {

    public abstract /*Real*/ double diffusion(/*Time*/double t, /*Real*/
                                                      double x);

    public abstract /*Real*/ double drift( /*Time*/double t, /*Real*/
                                                   double x);

    public abstract /*Real*/  double discount(/*Time*/double t, /*Real*/
                                                      double x);
}
